-13.3%
F vs Z
-55.2%
+41.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.6% |
| 7D | +1.0% | -6.5% | +7.4% | +2.3% |
| 30D | +2.1% | -0.1% | +2.2% | +1.6% |
| 3M | -10.3% | -14.1% | +3.9% | -7.9% |
| 6M | +3.3% | -30.1% | +33.3% | +10.5% |
| YTD | -2.0% | -57.5% | +55.5% | +17.5% |
| 1Y | -2.3% | -60.3% | +58.0% | +19.0% |
| 3Y | +49.9% | -21.0% | +70.9% | +42.4% |
| All | -13.3% | -55.2% | +41.9% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling